+327.1%
CFG vs SBAC
+87.8%
+239.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +1.6% | -3.4% | +5.0% | +2.5% |
| 30D | +3.3% | +2.6% | +0.7% | +2.5% |
| 3M | -11.5% | +2.6% | -14.2% | -12.4% |
| 6M | +6.2% | -11.5% | +17.7% | +8.8% |
| YTD | +14.3% | -1.6% | +15.9% | +12.6% |
| 1Y | +26.7% | -5.1% | +31.8% | +26.1% |
| 3Y | +187.8% | -9.3% | +197.1% | +183.5% |
| 5Y | +61.3% | -41.0% | +102.3% | +77.6% |
| 10Y | +217.2% | +108.0% | +109.2% | +141.7% |
| All | +327.1% | +87.8% | +239.3% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling